[Gretl-users] VAR: Normality test

Dear List Members, Could you suggest me some references about the Doornik-Hansen normality test in a VAR model (VAR model window, "Tests -> Normality of residuals")? I would like to know how to interpret it (the null hypothesis is the normality?) and I would like to know the difference between it and the single equation normality test. Best regards, Henrique C. de Andrade Doutorando em Economia Aplicada Universidade Federal do Rio Grande do Sul www.ufrgs.br/ppge